It's really no secret, and vacheroi is correct. I use PHP with Perl regular expressions to "match" the headlines and rip them out of the page. It's not an exact science and it requires a little bit of trial and error, but it works pretty well.

For example, for 1wrestling, after I've grabbed the page into a buffer, I use this code

The first line takes the page, and strips out most of header/footer type stuff, leaving the body of headlines.The second line strips out all of the tags except for the links.The third line then matches certain parts of the links and puts them into an array which I can then use to insert into a database.

Each site is a bit different, and when sites redesign, I have to go through the whole process of determining what'll work again.